You will need to look at the routing table to know for sure, but it could be the case where mDNSResponder is using a different route to handle your DNS traffic.
@meaton - would you be able to explain in which scenarios this happens?
I am currently experiencing in MacOS Catalina that mDNSResponder occasionally starts to send DNS requests via the wrong network interface and don't have any clue why this is happening...
Thx
-XoF-